I started a skill, but nothing happens.

Check the execution status in the SkillManager. Is the skill running, has success, or been aborted?
Even if the status is "succeeded", in case of some skills (like "look ahead") this only means that a request has successfully been sent (here: to the GazeScheduler). Look for error messages of the receiver of the request.
Check in the scenario manager if the respective skill provider is still running.
Check the log messages.

I have started a component, and it immediately stopped.

Check the log.
If the log is empty, the component might have terminated with a segmentation fault. Check the terminal output for this. To investigate segmentation faults, ARMARX_TRACE statements are useful, as they add entries to the stack trace that is printed in such error cases.

I have started a component, and it has not stopped, but nothing happens.

The components might still be waiting for dependencies, i.e., be in onConnect(). Check the log for messages about waiting. If you wrote the component yourself, consider adding log messages to check where the execution gets stuck.

My problem is related to the localization of the robot, or the map.